Tianjin Cap Envmntl Protn Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.06% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4482 | 5.72 | |
| 0.1665 | 6.92 | |
| 0.6556 | 14.58 | |
| -0.2436 | -1.40 | |
| 0.1362 | 0.51 | |
| 0.6052 | 2.61 | |
| -0.8559 | -2.94 | |
| 0.3533 | 1.28 | |
| -0.0138 | -0.06 | |
| 0.2710 | 0.98 | |
| -0.6448 | -2.32 | |
| 0.8190 | 2.91 | |
| -0.6115 | -2.31 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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